+102.6%
ADM vs RRC
+63.1%
+39.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -7.8% | -10.3% | +2.5% | -6.3% |
| 30D | -12.6% | +19.5% | -32.0% | -15.2% |
| 3M | -8.2% | +27.9% | -36.2% | -12.0% |
| 6M | -8.9% | +21.2% | -30.1% | -12.0% |
| YTD | +24.0% | +39.6% | -15.6% | +16.9% |
| 1Y | +26.2% | +31.3% | -5.1% | +20.0% |
| 3Y | +7.0% | +51.9% | -44.9% | -1.9% |
| 5Y | +24.9% | +110.2% | -85.3% | +6.4% |
| 10Y | +102.6% | +56.7% | +46.0% | +40.1% |
| All | +102.6% | +63.1% | +39.6% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling